-24.1%
TE vs MRSH
-4.9%
-19.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.6% |
| 7D | +0.2% | -4.8% | +5.0% | -1.8% |
| 30D | -5.9% | -6.3% | +0.4% | -8.3% |
| 3M | -45.6% | +5.8% | -51.4% | -44.2% |
| 6M | -43.4% | +2.8% | -46.2% | -41.8% |
| YTD | -31.0% | -3.1% | -27.9% | -29.0% |
| 1Y | +145.2% | -11.3% | +156.5% | +156.2% |
| 3Y | -24.1% | -5.0% | -19.1% | -18.5% |
| All | -24.1% | -4.9% | -19.2% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling